Pages that link to "Item:Q4405825"

The following pages link to On the integral of geometric Brownian motion (Q4405825):

Displaying 31 items.

• Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097) (← links)
• The Wiener disorder problem with finite horizon (Q860699) (← links)
• Exit probability for an integrated geometric Brownian motion (Q1026332) (← links)
• On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
• On the moments of the integrated geometric Brownian motion (Q1639545) (← links)
• Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
• K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288) (← links)
• Small-\(t\) expansion for the Hartman-Watson distribution (Q2065487) (← links)
• Integral representations for the Hartman-Watson density (Q2116476) (← links)
• A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2 (Q2137497) (← links)
• Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
• On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
• On the distribution of the time-integral of the geometric Brownian motion (Q2237931) (← links)
• An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
• Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
• Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
• The integral of geometric Brownian motion (Q2726726) (← links)
• The law of geometric Brownian motion and its integral, revisited; application to conditional moments (Q2782355) (← links)
• On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
• ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (Q3576957) (← links)
• On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
• A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
• A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
• Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694) (← links)
• FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
• (Q5082025) (← links)
• Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
• CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (Q5114679) (← links)
• DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (Q5384676) (← links)
• LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940) (← links)
• DOLLAR COST AVERAGING RETURNS ESTIMATION (Q5889364) (← links)